what is the simplest way to get them all to resolve to the same place? try microsoft.com or microsoft.net and you'll see what I mean.

OR is this simply a matter of having httpd.conf include virtuals for all three, and then use one of the domains as userID "my_cool" access one account (ftp, ssh, etc...) maybe as simple as create 3 Zone records with one as the master and the other 2 accounts point to the master zone?

Try using domain forwarding and then setting up one account on your server. Then you would only need to edit all your account information on the ex: my_cool_domain.com and the other domains would forward to the one account to give you teh Microsoft.com and Microsoft.net effect.